Depends on the perceived stress.
Sadness and the like I usually try and stonewall it and start eating. Sometimes I game.
Anger and the like gets a little more self-destructive. I once tried to drink a pint of gin in a really bad case of melancholia. That didn't end well. I punch stuff (metal stuff that I can't break preferably) if something really pisses me off...a little childish perhaps but better that than a person.
If all else fails and I'm at my wit's end I go to sleep. Actually, that's a bit backwards...normally the urge to sleep and thus avoid stress comes first
There's kind of a final thing that happens sometimes and that's blind rage. I don't like that, I do whatever it takes to avoid that. It's never fun.